双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

一种不等带宽光学梳状滤波器

提出了一种新型—Michelson—三面镜FabryPerot型50GHz不等带宽光学梳状滤波器设计方案,分析和模拟表明:该器件将一路信道间隔为50GHz的输入信号分离成信道间隔为100GHz的奇偶两路输出信号,其中在3dB处,奇数信道带宽大于30GHz用于10Gb/s传输,偶数信道带宽大于60GHz用于40Gb/s传输对于将来的40Gb/s系统,该器件具有优势.     

A novel synthesis of 5-perfluorophenyl 4,5-dihydro-1H-pyrazoles in THF or water

5-Perfluorophenyl 4,5-dihydro-1H-pyrazoles were synthesized from 1,3-dipolar cycloaddition reaction of perfluorobenyl 2,4,6-triisopropylbenzenesulfonylhydrazone and α,β-unsaturated carbonyl compounds or acrylonitrile in THF or water. It was worthy to note that better results were obtained when water was employed as the solvent, which was considered as an effective, economic and environmentally friendly method to synthesize these pyrazole derivatives.     

多目标优化发射层析算法在等离子体场光谱诊断中的应用

提出一种基于多目标优化原理的发射光谱层析(EST)图像重建新算法MCIRT.通过计算机数值 模拟，考察了该算法对非对称发射系数场分布的重建效果.结果表明，与传统层析算法相比 ，MCIRT算法具有收敛快，重建精度高的优势，适合于非完全数据情况下的等离子体发射系 数场重建，并且实时性更好.作为一个应用实例, 运用谱线相对强度法重建了自由电弧等离 子体的三维温度及粒子数密度分布. 关键词： 等离子体诊断 图像重建     

多壁碳纳米管膜湿敏特性的研究

研究了多壁碳纳米管(MWNTs)薄膜的湿敏特性，实验所用的多壁碳纳米管是用热灯丝化学气相沉积法(CVD)合成的.分别对未修饰和修饰的多壁碳纳米管膜温度和湿度特性进行研究后发现，修饰的多壁碳纳米管对温度和湿度非常敏感，且对湿度的响应时间和恢复时间短，重复性好.而未修饰的多壁碳纳米管对温度和湿度不太敏感.对修饰多壁碳纳米管的湿敏特性进行了理论分析，给出了其理论表示式. 关键词： 多壁碳纳米管 化学修饰 湿敏特性 物理吸附     

The Isoelectric Point and the Points of Zero Charge of Fe-Al-Mg Hydrotalcite-like Compounds

The relation of the isoelectric point (IEP) and the point of zero net charge (PZNC) of the hydrotalcite-like compounds was discussed. It was found that the IEP does not equal to the PZNC and the IEP is higher than the PZNC. The structural positive charges existing in the HTlc,which cause the difference between the IEP and the PZNC. The effects of the structural positive charges of the HTlc on its IEP and PZNC are the same as the specific adsorption of metal cations.     

Dimension variation of classical and p-adic modular forms

A quadratic bound is obtained for a conjecture of Gouvêa-Mazur on arithmetic variation of dimensions of classical and p-adic modular forms. Oblatum 22-VIII-1996 & 8-X-1997     

压缩迭加态及其特性

压缩迭加态是由迭加态通过压缩系统后产生的一种辐射经典态。这种具备了Ｗｉｇｎｅｒ相空间压缩和相干迭加压缩两种机制。详细讨论了这种压缩迭加态的量子统计性质及压缩特性。     

A Note on Geometric Structures of Linear Ordered Orthogonal Arrays and (T,M,S)-Nets of Low Strength

The equivalent geometrical configurations of linear ordered orthogonal arrays are determined when their strengths are 3 and 4. Existence of such geometrical configurations is investigated. They are also useful in the study of (T, M, S)-nets.